-37.7%
TSLL vs RGEN
+35.3%
-73.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -11.5% |
| 7D | +1.9% | -4.9% | +6.8% | +3.4% |
| 30D | +17.8% | +5.7% | +12.1% | +17.1% |
| 3M | -37.0% | +32.4% | -69.4% | -41.4% |
| 6M | -37.7% | +33.2% | -70.9% | -41.9% |
| All | -37.7% | +35.3% | -73.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling